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Fully annotated reference manual - version 1.8.12
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FutureExpiryCalculator Member List

This is the complete list of members for FutureExpiryCalculator, including all inherited members.

applyFutureMonthOffset(const QuantLib::Date &contractDate, Natural futureMonthOffset)=0FutureExpiryCalculatorpure virtual
contractDate(const QuantLib::Date &expiryDate)=0FutureExpiryCalculatorpure virtual
expiryDate(const QuantLib::Date &contractDate, QuantLib::Natural monthOffset=0, bool forOption=false)=0FutureExpiryCalculatorpure virtual
nextExpiry(bool includeExpiry=true, const QuantLib::Date &referenceDate=QuantLib::Date(), QuantLib::Natural offset=0, bool forOption=false)=0FutureExpiryCalculatorpure virtual
priorExpiry(bool includeExpiry=true, const QuantLib::Date &referenceDate=QuantLib::Date(), bool forOption=false)=0FutureExpiryCalculatorpure virtual
~FutureExpiryCalculator()FutureExpiryCalculatorvirtual